Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48261.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46564.46 Kr¶

PnL: ---------------------------------------> 207.46 Kr¶

DD now: ---------------------------------> -9.148 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 10:12:00.622349'

Anic Portfolio¶

Today¶

Return: 0.342 %¶

This Week¶

Return: 0.058 %¶

Total portfolio value¶

Return including deposits: 57.994 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -0.240000 5910.410000 197.410000 3.460000 5713.000530
Investor B 27 0.590000 5799.600000 108.600000 1.910000 5691.000006
Vitec Software Group B 2 0.090000 1167.000000 80.000000 7.360000 1087.000000
NP3 Fastigheter 32 2.450000 5756.800000 59.800000 1.050000 5697.000000
Lindab International 35 0.940000 5652.500000 59.500000 1.060000 5593.000000
Volvo B 25 0.570000 5698.750000 -44.250000 -0.770000 5743.000000
Volvo A 24 0.340000 5606.400000 -52.600000 -0.930000 5659.000008
AQ Group 12 -0.920000 5196.000000 -67.000000 -1.270000 5262.999996
Tethys Oil 109 -0.530000 5777.000000 -134.000000 -2.270000 5911.000022
TOTAL 46564.460000 207.460000 -9.14766% 46357.000562

Updated:¶

'2023-08-10 10:12:17.422658'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶